Kelly criterion revisited : optimal bets
- Author
- PIOTROWSKI, E. W1 ; SCHROEDER, M1
[1] Institute of Mathematics, University of Bialystok, Lipowa 41, 15424 Bialystok, Poland - Conference title
- Topical issue on physics in society
- Conference name
- APFA5: Applications of Physics in Financial Analysis. International Conference (5 ; Torino 2006-06-29)
- Author (monograph)
- CARBONE, A (Editor)1 ; KANIADAKIS, G (Editor)1 ; SCARFONE, A. M (Editor)1
[1] Physics Department and CNR-INFM, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy - Source
The European physical journal. B, Condensed matter physics. 2007, Vol 57, Num 2, pp 201-203, 3 p ; ref : 7 ref
- ISSN
- 1434-6028
- Scientific domain
- Condensed state physics; Theoretical physics
- Publisher
- EDP sciences, Les Ulis
/
Springer, Berlin
- Publication country
- France
- Document type
- Conference Paper
- Language
- English
- Keyword (fr)
- Entropie Jeu hasard Marché financier Stratégie optimale Symétrie Théorie Shannon
- Keyword (en)
- Entropy Gambling game Financial market Optimal strategy Symmetry Shannon theory
- Keyword (es)
- Entropía Juego azar Mercado financiero Estrategia optima Simetría Teoría Shannon
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18958877
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1140/epjb/e2007-00126-3 
https://dx.doi.org/10.1140/epjb/e2007-00126-3
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